I have a .NET service which need to feed live financial data to its clients. The output rate for this feed might get intense and I am looking for the best architecture to implem
This might be of interest although its specific to gaming ... Lowest Latency small size data Internet transfer protocol? c#
Here is a tutorial on UDP connection http://www.winsocketdotnetworkprogramming.com/clientserversocketnetworkcommunication8r.html
Another Article on UDP http://msdn.microsoft.com/en-us/magazine/cc163648.aspx